Pages that link to "Item:Q5430578"
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The following pages link to The Ruin Probability of a Discrete Time Risk Model under Constant Interest Rate with Heavy Tails (Q5430578):
Displayed 9 items.
- Computing ruin probability in the classical risk model (Q845482) (← links)
- On the ruin probabilities of a bidimensional perturbed risk model (Q997098) (← links)
- A nonhomogeneous risk model for insurance (Q2494797) (← links)
- Weighted sums of subexponential random variables and asymptotic dependence between returns on reinsurance equities (Q2507940) (← links)
- The finite-time ruin probability of the compound Poisson model with constant interest force (Q3367735) (← links)
- Insensitivity to Negative Dependence of Asymptotic Tail Probabilities of Sums and Maxima of Sums (Q3506295) (← links)
- Finite- and infinite-time ruin probabilities in the presence of stochastic returns on investments (Q4664092) (← links)
- Asymptotic ruin probabilities of the renewal model with constant interest force and regular variation (Q5430548) (← links)
- Weighted sums of subexponential random variables and their maxima (Q5694155) (← links)